Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,23% | 6,64 CHF | 6,65 CHF | 82 000 | 82 000 | 40 058 | 40 058 | 271 415 CHF | 271 969 CHF | 99,90% | 99,90% |
19/11/2024 | 0,23% | 6,69 CHF | 6,70 CHF | 82 000 | 82 000 | 40 105 | 40 105 | 269 497 CHF | 270 051 CHF | 99,98% | 99,98% |
18/11/2024 | 0,23% | 6,88 CHF | 6,89 CHF | 81 000 | 81 000 | 39 451 | 39 451 | 264 693 CHF | 265 245 CHF | 99,69% | 99,69% |
15/11/2024 | 0,23% | 6,51 CHF | 6,52 CHF | 83 000 | 83 000 | 40 287 | 40 287 | 267 524 CHF | 268 080 CHF | 99,98% | 99,98% |
14/11/2024 | 0,22% | 6,85 CHF | 6,86 CHF | 81 000 | 81 000 | 38 564 | 38 564 | 267 972 CHF | 268 501 CHF | 99,98% | 99,98% |
13/11/2024 | 0,22% | 7,04 CHF | 7,05 CHF | 80 000 | 80 000 | 38 782 | 38 782 | 276 849 CHF | 277 385 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 7,23 CHF | 7,24 CHF | 79 000 | 79 000 | 37 762 | 37 762 | 278 378 CHF | 278 898 CHF | 99,99% | 99,99% |
11/11/2024 | 0,21% | 7,47 CHF | 7,48 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 278 374 CHF | 278 884 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 7,63 CHF | 7,64 CHF | 77 000 | 77 000 | 36 586 | 36 586 | 279 546 CHF | 280 048 CHF | 99,76% | 99,76% |
07/11/2024 | 0,21% | 7,52 CHF | 7,53 CHF | 77 000 | 77 000 | 38 192 | 38 192 | 284 120 CHF | 284 650 CHF | 100,00% | 100,00% |